Anic Equity¶

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Total return since start: 0.582 %¶

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Equity now: -----------------------------> 48336.58 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46638.61 Kr¶

PnL: ---------------------------------------> 281.61 Kr¶

DD now: ---------------------------------> -9.006 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-10 14:33:25.935805'

Anic Portfolio¶

Today¶

Return: 0.499 %¶

This Week¶

Return: 0.214 %¶

Total portfolio value¶

Return including deposits: 58.242 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
EnQuest PLC 2351 -1.590000 5830.480000 117.480000 2.060000 5713.000530
Lindab International 35 1.750000 5698.000000 105.000000 1.880000 5593.000000
Investor B 27 0.400000 5788.800000 97.800000 1.720000 5691.000006
Vitec Software Group B 2 1.460000 1183.000000 96.000000 8.830000 1087.000000
NP3 Fastigheter 32 1.940000 5728.000000 31.000000 0.540000 5697.000000
Tethys Oil 109 1.390000 5888.180000 -22.820000 -0.390000 5911.000022
AQ Group 12 -0.230000 5232.000000 -31.000000 -0.590000 5262.999996
Volvo A 24 0.340000 5606.400000 -52.600000 -0.930000 5659.000008
Volvo B 25 0.310000 5683.750000 -59.250000 -1.030000 5743.000000
TOTAL 46638.610000 281.610000 -9.00553% 46357.000562

Updated:¶

'2023-08-10 14:33:42.975946'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶